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  "Title": "Computation and Plots of Influence Functions for Risk and\nPerformance Measures",
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  "Date": "2025-12-17",
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  "Description": "Computes the influence functions time series of the\nreturns for the risk and performance measures as mentioned in\nChen and Martin (2018) <https://www.ssrn.com/abstract=3085672>,\nas well as in Zhang et al. (2019)\n<https://www.ssrn.com/abstract=3415903>. Also evaluates\nestimators influence functions at a set of parameter values and\nplots them to display the shapes of the influence functions.",
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    "message": "Fix author field in DESCRIPTION file and fix examples (should run without PerformanceAnalytics installed).\n",
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    "IF.LPM",
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    "IF.RachevRatio",
    "IF.robMean",
    "IF.SD",
    "IF.SemiSD",
    "IF.SoR",
    "IF.SR",
    "IF.VaR",
    "IF.VaRratio",
    "nuisParsFn"
  ],
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    {
      "page": "IF",
      "title": "Influence Function for Available Risk and Performance Measures",
      "topics": [
        "IF"
      ]
    },
    {
      "page": "IF.DSR",
      "title": "Influence Function - Downside Sharpe Ratio",
      "topics": [
        "IF.DSR"
      ]
    },
    {
      "page": "IF.ES",
      "title": "Influence Function - Expected Shortfall (ES)",
      "topics": [
        "IF.ES"
      ]
    },
    {
      "page": "IF.ESratio",
      "title": "Influence Function - Expected Shortfall (ES) Ratio",
      "topics": [
        "IF.ESratio"
      ]
    },
    {
      "page": "IF.LPM",
      "title": "Influence Function - Lower Partial Moment (LPM)",
      "topics": [
        "IF.LPM"
      ]
    },
    {
      "page": "IF.mean",
      "title": "Influence Function - Mean",
      "topics": [
        "IF.Mean"
      ]
    },
    {
      "page": "IF.OmegaRatio",
      "title": "Influence Function - Omega Ratio",
      "topics": [
        "IF.OmegaRatio"
      ]
    },
    {
      "page": "IF.RachevRatio",
      "title": "Influence Function - Rachev Ratio",
      "topics": [
        "IF.RachevRatio"
      ]
    },
    {
      "page": "IF.robMean",
      "title": "Influence Function - Robust M-Estimator of Mean",
      "topics": [
        "IF.robMean"
      ]
    },
    {
      "page": "IF.SD",
      "title": "Influence Function - Standard Deviation",
      "topics": [
        "IF.SD"
      ]
    },
    {
      "page": "IF.SemiSD",
      "title": "Influence Function - Semi-Standard Deviation (SemiSD)",
      "topics": [
        "IF.SemiSD"
      ]
    },
    {
      "page": "IF.SoR",
      "title": "Influence Function - Sortino Ratio",
      "topics": [
        "IF.SoR"
      ]
    },
    {
      "page": "IF.SR",
      "title": "Influence Function - Sharpe Ratio (SR)",
      "topics": [
        "IF.SR"
      ]
    },
    {
      "page": "IF.VaR",
      "title": "Influence Function - Value at Risk (VaR)",
      "topics": [
        "IF.VaR"
      ]
    },
    {
      "page": "IF.VaRratio",
      "title": "Influence Function - Value at Risk (VaR) Ratio",
      "topics": [
        "IF.VaRratio"
      ]
    },
    {
      "page": "nuisParsFn",
      "title": "Nuisance Parameters Computation",
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      ]
    }
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      "filename": "RPEIFVignette.pdf",
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      "headings": [
        "1 Influence Functions Theoretical Background",
        "2 RPEIF Package Estimators and their Influence Functions ",
        "3 Using the RPEIF Package to Evaluate Influence Functions and Compute Influence-Function Transformed Returns",
        "4 Outlier Cleaning",
        "5 Robust Esimator of Mean Influence Function",
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